• Title/Summary/Keyword: Statistical tests

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Goodness-of-Fit Test for the Exponential Distribution Based on the Transformed Sample Lorenz curve

  • Suk-Bok;Young-Suk
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.277-284
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    • 2000
  • The transformed sample Lorenz curve provides a powerful and easily computed goodness-of-fit test for exponentiality which does not depend on the unknown scale parameter. We compare the power of the transformed sample Lorenz curve statistic with the other goodness-of-fit tests for exponentiality against various alternatives through Monte Carlo methods and discuss the results.

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A Family of Tests for Trend Change in Mean Residual Life with Known Change Point

  • Na, Myung-Hwan;Kim, Jae-Joo
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.789-798
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    • 2000
  • The mean residual function is the expected remaining life of an item at age x. The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, we develop a family of test statistics for testing whether or not the mean residual life changes its trend. The asymptotic normality of the test statistics is established. Monte Carlo simulations are conducted to study the performance of our test statistics.

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A Test for Autocorrelation in Dynamic Panel Data Models

  • Jung, Ho-Sung
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.167-173
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    • 2005
  • This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated errors. The residual-based GMM t-test is a significance test that is applied after estimating a dynamic model by using the instrumental variable(IV) method and is directly applicable to any other consistently estimated residuals. Monte Carlo simulations show that the t-test has considerably more power than the $m_2$ test or the Sargan test under both forms of serial correlation (i.e., AR(1) and MA(1)).

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A Modified Chen-Wolfe Procedure for Comparing Umbrella Pattern Treatment Effects with a Control in a One-way Layout

  • Lim, Dong-Hoon;Kim, Soo-Taek;Park, Joong-Yang
    • Communications for Statistical Applications and Methods
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    • v.3 no.1
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    • pp.145-153
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    • 1996
  • Nonparametric tests for comparing umbrella pattern treatment effects with a control in a one-way layout were studied in Chen and Wolfe (1993). In this paper we propose a modification that improves the power of the Chen-Wolfe test. The results of a Monte Carlo power study are discussed.

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Nonparametric Test for Multivariate Location Translation Alternatives

  • Na, Jong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.799-809
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    • 2000
  • In this paper we propose a nonparametric one sided test for location parameters in p-variate(p$\geq$2) location translation model. The exact null distributions of test statistics are calculated by permutation principle in the case of relatively small sample sizes and the asymptotic distributions are also considered. The powers of various tests are compared through computer simulation and thep-values with real data are also suggested through example.

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Nonparametric Method Using Placement in One-way Layout

  • Chung, Taek-Su;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.551-560
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    • 2007
  • Kruskal and Wallis (1952) proposed typical nonparametric method in one-way layout problem. A special feature of this procedure is use of rank in mixed samples. In this paper, the new procedure based on placement as extension of the two sample placement tests described in Orban and Wolfe (1982) was proposed. Some critical values in small sample cases and comparative results of a Monte Carlo power study are presented.

Tests For and Against a Positive Dependence Restriction in Two-Way Ordered Contingency Tables

  • Oh, Myongsik
    • Journal of the Korean Statistical Society
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    • v.27 no.2
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    • pp.205-220
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    • 1998
  • Dependence concepts for ordered two-way contingency tables have been of considerable interest. We consider a dependence concept which is less restrictive than likelihood ratio dependence and more restrictive than regression dependence. Maximum likelihood estimation of cell probability under this dependence restriction is studied. The likelihood ratio statistics for and against this dependence are proposed and their large sample distributions are derived. A real data is analyzed to illustrate the estimation and testing procedures.

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Nonparametric Estimators of Ratio of Scale Parameters Based on Rank-Like Tests

  • Song, Moon-Sup;Chung, Han-Young
    • Journal of the Korean Statistical Society
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    • v.9 no.2
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    • pp.181-193
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    • 1980
  • A class of nonparametric estimators of the ratio of scale parameters is proposed. The estimators are based on the distribution-free rank-like test suggested by Fligner and Killeen (1976). An explicit form of the estimator is the median of the ratios of absolute deviations from the combined sample median. A small-sample Monte Carlo study shows that the proposed estimator is more efficient than the Bhattacharyya (1977) estimator. The proposed estimator is is reasonably insensitive to small failures in the assumption of equal medians. A modified estimator is also considered when the meidans are unequal.

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Statistical Tests for Time Course Microarray Experiments

  • Park, Tae-Seong;Lee, Seong-Gon;Choe, Ho-Sik;Lee, Seung-Yeon;Lee, Yong-Seong
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.85-90
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    • 2002
  • Microarray technology allows the monitoring of expression levels for thousands of genes simultaneously. In time-course experiments in which gene expression is monitored over time we are interested in testing gene expression profiles for different experimental groups. We propose a statistical test based on the ANOVA model to identify genes that have different gene expression profiles among experimental groups in time-course experiments. Using this test, we can detect genes that have different gene expression profiles among experimental groups. The proposed model is illustrated using cDNA microarrays of 3,840 genes obtained in an experiment to search for changes in gene expression profiles during neuronal differentiation of cortical stem cells.

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A New Form of Nondestructive Strength-Estimating Statistical Models Accounting for Uncertainty of Model and Aging Effect of Concrete

  • Hong, Kee-Jeung;Kim, Jee-Sang
    • Journal of the Korean Society for Nondestructive Testing
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    • v.29 no.3
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    • pp.230-234
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    • 2009
  • As concrete ages, the surrounding environment is expected to have growing influences on the concrete. As all the impacts of the environment cannot be considered in the strength-estimating model of a nondestructive concrete test, the increase in concrete age leads to growing uncertainty in the strength-estimating model. Therefore, the variation of the model error increases. It is necessary to include those impacts in the probability model of concrete strength attained from the nondestructive tests so as to build a more accurate reliability model for structural performance evaluation. This paper reviews and categorizes the existing strength-estimating statistical models of nondestructive concrete test, and suggests a new form of the strength-estimating statistical models to properly reflect the model uncertainty due to aging of the concrete. This new form of the statistical models will lay foundation for more accurate structural performance evaluation.